# Applied Econometrics with R

## Documentation for package ‘AER’ version 1.2-17

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Code demos. Use demo() to run them.
- Package NEWS

## Help Pages

A B C D E F G H I J K L M N O P R S T U V W

## -- A --

Affairs | Fair's Extramarital Affairs Data
anova.ivreg | Methods for Instrumental-Variable Regression
ArgentinaCPI | Consumer Price Index in Argentina

## -- B --

Baltagi2002 | Data and Examples from Baltagi (2002)
BankWages | Bank Wages
BenderlyZwick | Benderly and Zwick Data: Inflation, Growth and Stock Returns
BondYield | Bond Yield Data
bread.ivreg | Methods for Instrumental-Variable Regression

## -- C --

CameronTrivedi1998 | Data and Examples from Cameron and Trivedi (1998)
CartelStability | CartelStability
CASchools | California Test Score Data
ChinaIncome | Chinese Real National Income Data
CigarettesB | Cigarette Consumption Data
CigarettesSW | Cigarette Consumption Panel Data
CollegeDistance | College Distance Data
ConsumerGood | Properties of a Fast-Moving Consumer Good
CPS1985 | Determinants of Wages Data (CPS 1985)
CPS1988 | Determinants of Wages Data (CPS 1988)
CPSSW | Stock and Watson CPS Data Sets
CPSSW04 | Stock and Watson CPS Data Sets
CPSSW3 | Stock and Watson CPS Data Sets
CPSSW8 | Stock and Watson CPS Data Sets
CPSSW9204 | Stock and Watson CPS Data Sets
CPSSW9298 | Stock and Watson CPS Data Sets
CPSSWEducation | Stock and Watson CPS Data Sets
CreditCard | Expenditure and Default Data

## -- D --

deviance.survreg | Tobit Regression
dispersiontest | Dispersion Test
DJFranses | Dow Jones Index Data (Franses)
DJIA8012 | Dow Jones Industrial Average (DJIA) index
DoctorVisits | Australian Health Service Utilization Data
DutchAdvert | TV and Radio Advertising Expenditures Data
DutchSales | Dutch Retail Sales Index Data

## -- E --

Electricity1955 | Cost Function of Electricity Producers (1955, Nerlove Data)
Electricity1970 | Cost Function of Electricity Producers 1970
EquationCitations | Number of Equations and Citations for Evolutionary Biology Publications
Equipment | Transportation Equipment Manufacturing Data
estfun.ivreg | Methods for Instrumental-Variable Regression
EuroEnergy | European Energy Consumption Data

## -- F --

Fatalities | US Traffic Fatalities
Fertility | Fertility and Women's Labor Supply
Fertility2 | Fertility and Women's Labor Supply
formula.tobit | Tobit Regression
Franses1998 | Data and Examples from Franses (1998)
FrozenJuice | Price of Frozen Orange Juice

## -- G --

GermanUnemployment | Unemployment in Germany Data
GoldSilver | Gold and Silver Prices
Greene2003 | Data and Examples from Greene (2003)
GrowthDJ | Determinants of Economic Growth
GrowthSW | Determinants of Economic Growth
Grunfeld | Grunfeld's Investment Data
GSOEP9402 | German Socio-Economic Panel 1994-2002
GSS7402 | US General Social Survey 1974-2002
Guns | More Guns, Less Crime?

## -- H --

hatvalues.ivreg | Methods for Instrumental-Variable Regression
HealthInsurance | Medical Expenditure Panel Survey Data
HMDA | Home Mortgage Disclosure Act Data
HousePrices | House Prices in the City of Windsor, Canada

## -- I --

ivreg | Instrumental-Variable Regression
ivreg.fit | Fitting Instrumental-Variable Regressions

## -- J --

Journals | Economics Journal Subscription Data

## -- K --

KleinI | Klein Model I

## -- L --

linearHypothesis.tobit | Tobit Regression
Longley | Longley's Regression Data
lrtest.tobit | Tobit Regression

## -- M --

ManufactCosts | Manufacturing Costs Data
MarkDollar | DEM/USD Exchange Rate Returns
MarkPound | DEM/GBP Exchange Rate Returns
MASchools | Massachusetts Test Score Data
Medicaid1986 | Medicaid Utilization Data
model.frame.tobit | Tobit Regression
model.matrix.ivreg | Methods for Instrumental-Variable Regression
Mortgage | Fixed versus Adjustable Mortgages
MotorCycles | Motor Cycles in The Netherlands
MotorCycles2 | Motor Cycles in The Netherlands
MSCISwitzerland | MSCI Switzerland Index
Municipalities | Municipal Expenditure Data
MurderRates | Determinants of Murder Rates in the United States

## -- N --

NaturalGas | Natural Gas Data
NMES1988 | Demand for Medical Care in NMES 1988
NYSESW | Daily NYSE Composite Index

## -- O --

OECDGas | Gasoline Consumption Data
OECDGrowth | OECD Macroeconomic Data
OlympicTV | Television Rights for Olympic Games
OrangeCounty | Orange County Employment

## -- P --

Parade2005 | Parade Magazine 2005 Earnings Data
PepperPrice | Black and White Pepper Prices
PhDPublications | Doctoral Publications
predict.ivreg | Methods for Instrumental-Variable Regression
print.ivreg | Instrumental-Variable Regression
print.summary.ivreg | Methods for Instrumental-Variable Regression
print.summary.tobit | Tobit Regression
print.tobit | Tobit Regression
ProgramEffectiveness | Program Effectiveness Data
PSID1976 | Labor Force Participation Data
PSID1982 | PSID Earnings Data 1982
PSID7682 | PSID Earnings Panel Data (1976-1982)

## -- R --

RecreationDemand | Recreation Demand Data
ResumeNames | Are Emily and Greg More Employable Than Lakisha and Jamal?

## -- S --

ShipAccidents | Ship Accidents
SIC33 | SIC33 Production Data
SmokeBan | Do Workplace Smoking Bans Reduce Smoking?
SportsCards | Endowment Effect for Sports Cards
STAR | Project STAR: Student-Teacher Achievement Ratio
StockWatson2007 | Data and Examples from Stock and Watson (2007)
StrikeDuration | Strike Durations
summary.ivreg | Methods for Instrumental-Variable Regression
summary.tobit | Tobit Regression
SwissLabor | Swiss Labor Market Participation Data

## -- T --

TeachingRatings | Impact of Beauty on Instructor's Teaching Ratings
TechChange | Technological Change Data
terms.ivreg | Methods for Instrumental-Variable Regression
tobit | Tobit Regression
TradeCredit | Trade Credit and the Money Market
TravelMode | Travel Mode Choice Data

## -- U --

UKInflation | UK Manufacturing Inflation Data
UKNonDurables | Consumption of Non-Durables in the UK
update.ivreg | Methods for Instrumental-Variable Regression
update.tobit | Tobit Regression
USAirlines | Cost Data for US Airlines
USConsump1950 | US Consumption Data (1940-1950)
USConsump1979 | US Consumption Data (1970-1979)
USConsump1993 | US Consumption Data (1950-1993)
USCrudes | US Crudes Data
USGasB | US Gasoline Market Data (1950-1987, Baltagi)
USGasG | US Gasoline Market Data (1960-1995, Greene)
USInvest | US Investment Data
USMacroB | US Macroeconomic Data (1959-1995, Baltagi)
USMacroG | US Macroeconomic Data (1950-2000, Greene)
USMacroSW | US Macroeconomic Data (1957-2005, Stock & Watson)
USMacroSWM | Monthly US Macroeconomic Data (1947-2004, Stock & Watson)
USMacroSWQ | Quarterly US Macroeconomic Data (1947-2004, Stock & Watson)
USMoney | USMoney
USProdIndex | Index of US Industrial Production
USSeatBelts | Effects of Mandatory Seat Belt Laws in the US
USStocksSW | Monthly US Stock Returns (1931-2002, Stock & Watson)

## -- V --

vcov.ivreg | Methods for Instrumental-Variable Regression

## -- W --

waldtest.tobit | Tobit Regression
WeakInstrument | Artificial Weak Instrument Data
WinkelmannBoes2009 | Data and Examples from Winkelmann and Boes (2009)